+635.0%
HLT vs QID
-99.6%
+734.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.6% | +0.6% |
| 7D | -2.6% | +2.7% | -5.3% | -1.7% |
| 30D | -2.6% | +3.3% | -6.0% | -1.5% |
| 3M | -9.4% | -5.5% | -3.9% | -10.6% |
| 6M | +2.7% | -28.4% | +31.1% | -7.4% |
| YTD | +6.8% | -26.6% | +33.3% | -2.5% |
| 1Y | +12.4% | -34.1% | +46.5% | -1.0% |
| 3Y | +100.2% | -73.7% | +173.9% | +37.4% |
| 5Y | +143.7% | -80.7% | +224.4% | +71.5% |
| 10Y | +584.9% | -99.1% | +684.0% | +80.1% |
| All | +635.0% | -99.6% | +734.7% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling